Humboldt-Universität zu Berlin
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High Dimensional Nonstationary Time Series
Publication: Paper accepted to JAMhttps://www.wiwi.hu-berlin.de/de/forschung/irtg/general-information-rtg/news-folder/news-2017/paper-accepted-to-jamhttps://www.wiwi.hu-berlin.de/@@site-logo/og_logo.png
13.01.2017. The paper "Tail Event Driven Asset Allocation: evidence from equity and mutual funds' markets" by W.K. Härdle, S. Nasekin and A. Petukhina was accepted to the Journal of Asset Management"